Is ther any way
 

hey there

is there any way or mod to copy threads from another site to my site

Using a RSS-feed?

how do i do that .. plz guide me

When you say 'copy', do you actually mean copy the content to your site - like add it to your database? You can only do that if you have access to both databases and you use something like Impex (see vb.com for information about Impex) to import the posts.

If that isn't what you want, then can you please explain a bit better what you want to do.